+690.2%
MPC vs AUR
-57.9%
+748.1%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.2% | +3.7% | +0.6% |
| 7D | +11.2% | -4.5% | +15.8% | +11.5% |
| 30D | -14.5% | -16.6% | +2.1% | -13.9% |
| 3M | +16.7% | -38.5% | +55.1% | +18.8% |
| 6M | +67.6% | -49.9% | +117.4% | +71.9% |
| YTD | +157.9% | +9.6% | +148.3% | +153.5% |
| 1Y | +116.7% | +1.2% | +115.5% | +113.5% |
| 3Y | +199.8% | +128.8% | +71.0% | +178.1% |
| 5Y | +604.4% | -57.9% | +662.3% | +530.5% |
| All | +690.2% | -57.9% | +748.1% | +597.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded AUR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling